Sequential Change Detection and Hypothesis Testing: General Non-i.i.d. Stochastic Models and Asymptotically Optimal Rules

By Alexander Tartakovsky and George V Moustakides

Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades.

• Format: Hardcover
• Language: English
• ISBN: 1498757588
• ISBN13: 9781498757584
• Release Date: December 2019
• Publisher: CRC Press
• Length: 320 Pages
• Weight: 1.60 lbs.
• Dimensions: 0.9" x 7.0" x 10.1"